Contact
Cum să cumpăr
Livrare
Consilier de cumpărături
Financial Models with Levy Processes and Volatility Clustering
engleză
211 b
Până la 30 de zile pentru returnare
Clienții au cumpărat de asemenea
/
Adobe ePub DRM
37.46
lei
/
Carte broșată
72.84
lei
/
Carte broșată
278.08
lei
An in-depth guide to understanding probability distributions and financial modeling for the purposes of investment management In Financial Models with Levy Processes and Volatility Clustering, the expert author team provides a framework to model the behavior of stock returns in both a univariate and a multivariate setting, providing you with practical applications to option pricing and portfolio management. They also explain the reasons for working with non-normal distribution in financial modeling and the best methodologies for employing it. The book's framework includes the basics of probability distributions and explains the alpha-stable distribution and the tempered stable distribution. The authors also explore discrete time option pricing models, beginning with the classical normal model with volatility clustering to more recent models that consider both volatility clustering and heavy tails.* Reviews the basics of probability distributions* Analyzes a continuous time option pricing model (the so-called exponential Levy model)* Defines a discrete time model with volatility clustering and how to price options using Monte Carlo methods* Studies two multivariate settings that are suitable to explain joint extreme events Financial Models with Levy Processes and Volatility Clustering is a thorough guide to classical probability distribution methods and brand new methodologies for financial modeling.
Informații despre carte
engleză
Dăruiește această carte chiar astăzi
Este foarte ușor
1 Adaugă cartea în coș și selectează Livrează ca un cadou 2 Îți vom trimite un voucher în schimb 3 Cartea va ajunge direct la adresa destinataruluiAr putea de asemenea, să te intereseze
/
Carte broșată
210.43
lei
/
Carte broșată
53.27
lei
/
Adobe ePub DRM
17.58
lei
/
Carte broșată
178.37
lei
/
Carte broșată
53.48
lei
Bună ziua! Sunt Libroamiko, consilierul dumneavoastră de cărți.
Cu ce vă pot ajuta?